Snr Electronic Execution Quant Analyst, Cash Equity

New York
Ref: SEEQ-0305
$$$ Highly Competitive Salary Package
Global Investment Bank, New York
Cash Business: Electronic Execution / Program Trading / Risk-taking

This is an excellent opportunity to join a Global Investment Bank as it looks to expand its global Electronic Execution business. With an establish business in Asia already in place, our client is now looking to replicate things in New York. They now seek to hire a senior Quant Analyst to help lead and grow this business within equity markets.

KEY RESPONSIBILITIES:

  • Full Cash business: Focus on Electronic Execution, Program Trading, and Risk-taking
  • Research, prototype, build, implement new algos for electronic execution, and optimal child order placement
  • Research new liquidity landscapes (SIs. Double Volume Caps, periodic auctions in EMEA), design optimal liquidity seeking strategies
  • Work with clients, performing customisation and analysis on execution algorithms
  • Apply statistical and machine learning techniques across large data sets (intraday volume and price prediction, clustering, collaborative filtering)
  • Create and prepare new ideas and content for clients

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years relevant experience developing and building algorithms for electronic execution in equity markets
  • Good knowledge of US or UK markets, applications of real-time signals, and market optimisation
  • Masters or PhD educated in a Quant, Maths or Engineering field
  • Strong Python / R, KDb / Q, and data science tools; Familiar with Java, C++ or C#
  • Good knowledge of European markets microstructure
  • People management skills would be advantageous